A new search direction for full-Newton step infeasible interior-point method in linear optimization

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Publication:6202360

DOI10.17535/CRORR.2023.0016arXiv2102.07223MaRDI QIDQ6202360FDOQ6202360


Authors: Behrouz Kheirfam Edit this on Wikidata


Publication date: 26 March 2024

Published in: Croatian operational research review (Search for Journal in Brave)

Abstract: In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central path. We prove that the method finds an varepsilon-optimal solution of the underlying problem in polynomial time.


Full work available at URL: https://arxiv.org/abs/2102.07223







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